简单总结R语言PCA相关函数
这里是数据集
year | X1 | X2 | X3 |
---|---|---|---|
1951 | 1 | -2.7 | -4.3 |
1952 | -5.3 | -5.9 | -3.5 |
1953 | -2 | -3.4 | -0.8 |
1954 | -5.7 | -4.7 | -1.1 |
1955 | -0.9 | -3.8 | -3.1 |
1956 | -5.7 | -5.3 | -5.9 |
1957 | -2.1 | -5 | -1.6 |
1958 | 0.6 | -4.3 | -0.2 |
1959 | -1.7 | -5.7 | 2 |
1960 | -3.6 | -3.6 | 1.3 |
1961 | 3 | -3.1 | -0.8 |
1962 | 0.1 | -3.9 | -1.1 |
1963 | -2.6 | -3 | -5.2 |
1964 | -1.4 | -4.9 | -1.7 |
1965 | -3.9 | -5.7 | -2.5 |
1966 | -4.7 | -4.8 | -3.3 |
1967 | -6 | -5.6 | -4.9 |
1968 | -1.7 | -6.4 | -5.1 |
1969 | -3.4 | -5.6 | -2.9 |
1970 | -3.1 | -4.2 | -2 |
1971 | -3.8 | -4.9 | -3.9 |
1972 | -2 | -4.1 | -2.4 |
1973 | -1.7 | -4.2 | -2 |
1974 | -3.6 | -3.3 | -2 |
1975 | -2.7 | -3.7 | 0.1 |
1976 | -2.4 | -7.6 | -2.2 |
princomp
这个函数是R中的标准PCA函数,可用cor,也可用cov协方差阵来做PCA
> pca <- princomp(temprature)
> summary(pca,loadings = T)
Importance of components:
Comp.1 Comp.2 Comp.3
Standard deviation 2.3927483 1.6766875 1.0093123 #标准差,特征值的平方根
Proportion of Variance 0.5991735 0.2942137 0.1066129 #方差比
Cumulative Proportion 0.5991735 0.8933871 1.0000000 #方差累积
#载荷阵,特征向量,(有些缺失值一直不知道为什么,回头在填坑)
Loadings:
Comp.1 Comp.2 Comp.3
X1 0.800 -0.532 0.278
X2 0.238 -0.145 -0.960
X3 0.551 0.834